The process of fiting some statistical model to a particular set of data. Mostly done on a computer, and using varied numerical methods such as optimization or numerical integration, or simulation.

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11 views

How to check if the data follow a certain Conditional random field model

I have certain data for which I think that there is a relation between neighbouring points given certain features. However, I don't know how to get intuitive plot that shows this relation. I checked ...
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16 views

Fitting a student t distribution in R using fitdistr() yields error “non-finite finite-difference value” [migrated]

Reproducable example which will give the mentioned error code every time is: (Note that even without set.seed, the error comes up every time) ...
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1answer
27 views

Estimating the parameters of a Beta distribution using the sample average and standard deviation

This is a simple question, but I just want to be sure. Imagine that we have a sample of $n$ data $\{x_1, \dots, x_n\}$ and that we want to fit them to a Beta distribution. Imagine that we have ...
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1answer
42 views

Why does this data throw an error in R fitdistr?

I'm trying to fit a weibull distribution to this but am having problems. Not sure why. What causes the NaNs? Thanks! ...
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26 views

Fitting a Gumbel mixture model in R

I am trying to fit some data to a Gumbel mixture model, however there doesn't seem to be any libraries that does this. I tried coding up my own MLE method, but am having problems. Any suggestions of ...
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18 views

How to optimize costly, smooth, multidimensional, varying scale function with flat regions and slight noise

I am trying to optimize hyperparameters of a complex model. Each iteration takes roughly 30s (during which the lower level model is run many times). I believe the underlying function to be generally ...
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0answers
9 views

What are the criteria to choose for a bootstrapping, frequency, forecasting of fitting method to fit demand data?

My goal is to calculate the inventory height of several products. To do so, I have to calculate the probabillity a certain demand occurres. However to determine the distribution based on historical ...
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8 views

How do I fit a distribution to just a few data points obtained through an elicitation process

I currently have only 4 scenarios, each assigned a likelihood (%) and cost impact (£). It relates to costs for a construction project. For example: 25% = £5m, 50% = £50m, 20% = £65m, 5% = £150m. I ...
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1answer
73 views

Fit monotone polynomial to data

I want to fit monotone polynomials to data. Murray, Müller and Turlach (http://dx.doi.org/10.1007/s00180-012-0390-5) provide an implementation in R ...
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3answers
251 views

How can I programmatically detect segments of a data series to fit with different curves?

Are there any documented algorithms to separate sections of a given dataset into different curves of best fit? For example, most humans looking at this chart of data would readily divide it into 3 ...
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57 views

Fitting the differences between two curves

The problem I'm trying to solve is to algorithmically figure out whether two curves converge or diverge in a graph (visually the problem is almost trivial). For examples: The left one is ...
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27 views

What equation should I fit to this plot? (similar to double exponential?)

I have data that looks somewhat like the following plot (and dataset). It's been suggested that a double exponential (e.g. k (exp(−αt) − exp(−βt))) might fit it, but I can seem to get it to fit (using ...
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0answers
21 views

Best GARCH model using R [closed]

Is there any function in R such as the auto.arima for the ARIMA processes that finds the most suitable GARCH order for a given data?
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0answers
28 views

A strategy to find outliers in a fitted Poisson distribution

I'm using SciPy to fit Poisson distribution to some empirical data in order to find possible misfits. The thing is there are no built-in tools to find outliers in the SciPy kit and I've got no will to ...
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0answers
14 views

Fitting Data with Ties Using unique() Walk-Around and ks.test

I'm looking for a distribution that best fits my data. Looking at the frequency plot, seems like the distribution could follow a Gamma or Weibull distribution. With that in mind, I use the ...
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1answer
41 views

What is the difference between predict() with and without offset-term when using vglm() of the VGAM package in R?

I am fitting a regression model based on the generalized poisson distribution. Here is an example ...
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0answers
29 views

Deriving errors for fitted parameters using Monte Carlo

I have the following data: One 2D image, each of its pixels is a measurement. I will call this "data map". One 2D image, each of its pixels is the error (1 sigma) of the above measurements. I will ...
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41 views

Using ARIMA to Create a Model in R

I'm trying to get understand why the values for my model are different when using two different functions. The first one is from Example 9.2 (International Visitors to Australia), using the ...
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0answers
10 views

Power Law reweighting the tails [duplicate]

I am trying to show that from two sets of data, one obeys a power law and the other not. I am trying to quantify that using a numerical tool performing a power law. My tool, python-scipy fitting tool, ...
3
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1answer
118 views

Automated detection of outliers in one dimensional data

I have several datasets that I need to be able to fit (the goal is to find the outliers). The datasets were created by groups of images and the x is an index number of the image and y is a focus ...
5
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1answer
51 views

Least squares with exponential model

I'm trying to fit values from this model $$y(x)=ae^{−bx}+c$$ where a, b and c are 3 different parameters that I want to find with least squares. So using least squares I want to find the value of a, ...
5
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2answers
81 views

Fit exponential distribution with noise

I'm trying to fit an exponential with noise (which in this case is a constant $c$) like this one $$ y(x) = \alpha e^{- \alpha x} + c \text{ ,}$$ having $(x_i, y_i)$ values (So $\alpha$ and $c$ are ...
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2answers
470 views

Difference between regression analysis and curve fitting

Can anybody please explain to me the real difference(s) between regression analysis and curve fitting (linear and nonlinear), with an example if possible? It seems that both try to find a ...
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1answer
40 views

How does the covariance matrix of a fit get computed?

I often have to fit data of physical experiments as a student. I always use (python's) functions like numpy.polyfit or scipy.optimize.curve_fit for that purpose. They also allow you to retrieve the ...
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36 views

Fitting measured, real-world data to theoretical distribution: How to test goodness?

I have a large sets of real-world user data (30k, 80k, 90k measurements). To be precise those are simply session lengths for a specific system. I want to create a theoretical model of this, to ...
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1answer
33 views

How can I avoid misidentification of a exponential distribution as Gamma or Weibull?

I'm trying to write a piece of code in R that identifies a set of sample data as belonging to a specific distribution and pull the specific distribution parameters, by performing the K-S test and ...
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42 views

what to do with ridiculous but valid leverage points

So I'm having some difficulty fitting a linear model to the data (see other post here glm model fit - can't find a family/link combination that produces good fit). In particular, I'm worried ...
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1answer
86 views

glm model fit - can't find a family/link combination that produces good fit

I am having difficulty finding a correct glm model to fit my data. The outcome is the length of time in months a person will spend in prison (sentence length). It's technically a count, all positive ...
2
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2answers
127 views

How to change the null hypothesis of the coefficient in the least squares fitting?

I have a least square fitting like this: fit = lsfit(log10(M), log10(RS), wt) This function lists statistics and p-values for the coefficient considering the ...
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1answer
98 views

Linear models: estimating the b vector on R

Starting from the basic linear model problem: $$ y=Xb+e $$ And the least squares method of $b$ estimation $$ \hat{b}=(X'X)^{-1}X'y $$ And also considering a model not of full rank (an one-way design, ...
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0answers
63 views

How to avoid an overfitting?

The standard way to avoid an over-fitting is to use a "validation set". It means that we split the data into two parts. The first part we use to fit (train) and the second part we use to validate. ...
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26 views

Purpose of fitting parallel lines

I'm a student. I have a dataset of a set of observations split across three factors/categories. I'm being asked to fit three regression-lines with identical slope (but different intercepts, ...
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49 views

Fitting an envelope to x-y data in R

I have some data that I'd like to create an envelope for it. As in the picture, the data is always positive and I'm looking for something that will capture my crudely hand drawn red line. It should ...
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0answers
18 views

min ChiSquare to fit dipole axis

I am trying to fit a dipole. As I am not sure about some aspects (and not sure whether I understand it at all) I would like to ask this question here. Basically I have a distribution of $n$ sample ...
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0answers
27 views

How to fit quantized data

I have some measurements which were quantized during measuring. Now I want to get the overall change during a period of time, e.g. 15 minutes. Because of quantization however, the same value is ...
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0answers
15 views

How to divide scattered points among multiple curves? [duplicate]

I have the following scattered points graph: To me, it seems that the points describe 2 (maybe 3) logarithmic curves. Is there a way to say which point belongs to which curve?
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1answer
53 views

Do predicted values differ if variables included stepwise or simultaneously?

You make a linear model #1 of the following form to predict adult human height: $$ y = \beta_{0.1} + \beta_{1.1}\text{Height}_\text{dad} + \beta_{2.1}\text{Height}_\text{mom} $$ You calculate fitted ...
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0answers
35 views

choosing between non-linear/logistic regression models

We are fitting regression models to dose-reponse data obtained from drug assays. Where a drug has an effect on cell viability, there is often a sigmoidal relationship between the proportion of viable ...
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14 views

Linear fit parameter-errors as a function of the number of data-points

I am trying to work out the errors of $m$ and $b$ in a linear least-square fit of a straight $y = m \cdot x + b$ to $N$ equally-spaced data points $Y_i$ on the interval $I = [-\Delta x \cdot ...
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30 views

How do I interpret which model is the best fit for my distribution (AIC)?

I'm new here so looking for some guidance; How do I interpret the following variables to understanding which model is considered the best fit to my distribution. ...
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0answers
28 views

Fit a transition matrix

Probably I am asking something very simple, but I am unable to figure out the answer from previous posts. I have a set of data with the age (in years) an the condition (in a class form 1 - good to 5 - ...
2
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1answer
104 views

Finding probability distribution that describes data

I have tried to fit several distributions to my continuous data (Pareto, Log-normal, Exponential, Gamma). The distribution of data is given below. I used Kolmogorov-Smirnov test to compare my data ...
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0answers
21 views

Should I still compare my distrbution to others if I've found a fit?

I'm using the ghpy package in R to model some currency data. I currently comparing fits with the lik.ratio.test with the ...
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0answers
15 views

How do I evaluate if an SIR model is consistent with a new-product diffusion model?

Background Susceptible-Infected-Recovered (SIR) models are used in epidemiology to determine the spread of disease. (link) The Bass models for new product diffusion are textbook in sales. (link) ...
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1answer
89 views

Beta distribution vs beta binomial distribution: alpha and beta

I have been attempting to estimate alpha and beta from a beta binomial distribution given my data. There are R packages like VGAM to do this. I am wondering if there is a difference between estimating ...
2
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2answers
73 views

How do you count the number of parameters in a time series model?

I am learning about time series analysis and want to perform Box-Ljung tests of the residuals of my fitted models, e.g. ...
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0answers
18 views

Does Prism use smoothing to calculate a non-linear fit to data?

I have some read out vs. concentration of an agonist. I calculated EC50 using Prism6. My method was pretty simple. Log transform concetrations. Fit the data using log(agonist) vs. response -- ...
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1answer
19 views

Is golden section search considered a fitting (regression analysis)?

I am curious if the Golden section search is a form of fitting (or regression analysis in general)? It does find the extremum, but independent of any functional form (it works without modeling, if I ...
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27 views

Why does Empirical Bayes work in my simple case?

I have a problem where I am trying to classify data into two groups using a single parameter. The distribution of this parameter is Gaussian for two groups, so what I'm dealing with is two overlapping ...
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50 views

What have I done wrong implementing this Bayesian method for fitting a circle to noisy data?

I have noisy measurements of movement along a circle. I want to fit a circle to these measurements. I tried two methods, a straight forward moment fit, and then an ODR fit (described here. However ...